+95.7%
ENB vs USFD
+369.7%
-274.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -5.2% | +3.0% | -8.1% | -6.0% |
| 30D | +2.2% | +11.1% | -8.9% | -0.6% |
| 3M | -8.1% | -0.3% | -7.8% | -8.3% |
| 6M | -11.2% | +15.9% | -27.1% | -15.0% |
| YTD | +2.0% | +41.6% | -39.6% | -7.8% |
| 1Y | +4.1% | +49.4% | -45.3% | -7.4% |
| 3Y | +64.7% | +157.8% | -93.1% | +25.1% |
| 5Y | +46.6% | +176.6% | -130.1% | +6.6% |
| All | +95.7% | +369.7% | -274.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling